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Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai; He, Mengxi; Zhang, Yaojie; Wang, Yudong - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
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Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao; Ma, Feng; Zhang, Xuehua; Zhang, Yaojie - In: Economic modelling 87 (2020), pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
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Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang; Ma, Feng; Zhang, Yaojie - In: Energy economics 81 (2019), pp. 52-62
Persistent link: https://www.econbiz.de/10012172656
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Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie; He, Jiaxin; He, Mengxi; Li, Shaofang - In: Finance research letters 53 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014472386